
Product Engineer – Equity Volatility
at Millennium
Posted 19 hours ago
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- Compensation
- Not specified
- City
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Currency: Not specified
The Product Engineer will join a team that designs and maintains a real-time equity derivatives pricing and risk system with a focus on equity volatility. Key responsibilities include monitoring and fitting equity vol processes, maintaining pricing and risk systems, and diagnosing issues with static data, market data, pricing, risk and PnL. The role requires hands-on scripting (Python, Groovy), strong Unix/Linux experience, and familiarity with vendor data products such as Bloomberg, Reuters, or MarkIT. Strong communication skills, a BA/BS in Computer Science (or equivalent), and the ability to work independently and with stakeholders are required.
The successful candidate will join a team that designs and develops a real-time equity derivatives pricing and risk system and will work hands-on with other developers, QA and production support teams. Must have good understanding of pricing and risk functionalities of a trading system. Must have excellent communication skills and be a team player. Experience working in a Unix/Linux environment is a must.
Principal Responsibilities:
- Monitor and maintain equity vol fitting processes to ensure accurate and up-to-date market data representation
- Maintain an Equity Derivatives Real-time Pricing and Risk System
- Analyze and solve issues with static data, market data, pricing, risk and PnL.
- Interact with various stake holders including traders, Risk Managers and Middle Office personnel
Qualifications/Skills:
- Experience in working with Equity Derivatives Pricing and Risk applications is strongly preferred
- Knowledge of Equities, Futures, FX, Fixed Income and their derivatives is desirable
- Hands-on experience with scripting languages such as Python, Groovy is required
- Working knowledge of vendor data products such as Bloomberg, Reuters, and/or MarkIT
- Ability to maintain composure under pressure and to communicate effectively with various stakeholders
- BA/BS degree in Computer Science or equivalent
- Excellent listening, and communication (both oral and written) skills
- Self-starter and critical thinker, takes ownership of own projects and makes improvement suggestions for the entire infrastructure.
- Proactive, assertive and attentive to details.
- Can work independently and in a collaborative environment.
- Can handle several projects with different priorities at the same time in a fast-paced environment





